Finite Sample Properties of the QME (Q3155626): Difference between revisions

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+MaRDI publication profile
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+Evaluation of a three-step method for choosing the number of bootstrap repetitions
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+Simple resampling methods for censored regression quantiles
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+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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+Q4318617
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+Estimating the variance of the LAD regression coefficients.
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+Bootstrapping Quantile Regression Estimators
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+Social Experimentation, Truncated Distributions, and Efficient Estimation
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+Bootstrap Methods for Median Regression Models
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+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
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+Properties of the QME under asymmetrically distributed disturbances
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+Quadratic mode regression
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+Semiparametric econometric estimators for a truncated regression model: a review with an extension
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+Symmetrically Trimmed Least Squares Estimation for Tobit Models
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+Robust covariance estimates based on resampling
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+Jackknife, bootstrap and other resampling methods in regression analysis
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